NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 9,570 9,450 -120 -1.3% 9,490
High 9,600 9,490 -110 -1.1% 9,755
Low 9,435 9,330 -105 -1.1% 9,435
Close 9,460 9,370 -90 -1.0% 9,460
Range 165 160 -5 -3.0% 320
ATR 158 158 0 0.1% 0
Volume 9,236 22,749 13,513 146.3% 32,942
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,877 9,783 9,458
R3 9,717 9,623 9,414
R2 9,557 9,557 9,399
R1 9,463 9,463 9,385 9,430
PP 9,397 9,397 9,397 9,380
S1 9,303 9,303 9,355 9,270
S2 9,237 9,237 9,341
S3 9,077 9,143 9,326
S4 8,917 8,983 9,282
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,510 10,305 9,636
R3 10,190 9,985 9,548
R2 9,870 9,870 9,519
R1 9,665 9,665 9,489 9,608
PP 9,550 9,550 9,550 9,521
S1 9,345 9,345 9,431 9,288
S2 9,230 9,230 9,401
S3 8,910 9,025 9,372
S4 8,590 8,705 9,284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,755 9,330 425 4.5% 183 2.0% 9% False True 11,138
10 9,755 9,330 425 4.5% 153 1.6% 9% False True 9,731
20 9,935 9,330 605 6.5% 152 1.6% 7% False True 8,571
40 10,055 9,330 725 7.7% 157 1.7% 6% False True 8,526
60 10,345 8,200 2,145 22.9% 223 2.4% 55% False False 12,382
80 10,855 8,200 2,655 28.3% 195 2.1% 44% False False 10,119
100 10,855 8,200 2,655 28.3% 157 1.7% 44% False False 8,099
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,170
2.618 9,909
1.618 9,749
1.000 9,650
0.618 9,589
HIGH 9,490
0.618 9,429
0.500 9,410
0.382 9,391
LOW 9,330
0.618 9,231
1.000 9,170
1.618 9,071
2.618 8,911
4.250 8,650
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 9,410 9,465
PP 9,397 9,433
S1 9,383 9,402

These figures are updated between 7pm and 10pm EST after a trading day.

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